Euro Bund Future March 2017
Trading Metrics calculated at close of trading on 09-Feb-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2017 |
09-Feb-2017 |
Change |
Change % |
Previous Week |
Open |
163.53 |
164.21 |
0.68 |
0.4% |
161.93 |
High |
164.41 |
164.46 |
0.05 |
0.0% |
162.68 |
Low |
163.44 |
163.97 |
0.53 |
0.3% |
161.35 |
Close |
164.22 |
164.23 |
0.01 |
0.0% |
162.49 |
Range |
0.97 |
0.49 |
-0.48 |
-49.5% |
1.33 |
ATR |
0.86 |
0.83 |
-0.03 |
-3.1% |
0.00 |
Volume |
771,865 |
639,537 |
-132,328 |
-17.1% |
4,173,178 |
|
Daily Pivots for day following 09-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.69 |
165.45 |
164.50 |
|
R3 |
165.20 |
164.96 |
164.36 |
|
R2 |
164.71 |
164.71 |
164.32 |
|
R1 |
164.47 |
164.47 |
164.27 |
164.59 |
PP |
164.22 |
164.22 |
164.22 |
164.28 |
S1 |
163.98 |
163.98 |
164.19 |
164.10 |
S2 |
163.73 |
163.73 |
164.14 |
|
S3 |
163.24 |
163.49 |
164.10 |
|
S4 |
162.75 |
163.00 |
163.96 |
|
|
Weekly Pivots for week ending 03-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.16 |
165.66 |
163.22 |
|
R3 |
164.83 |
164.33 |
162.86 |
|
R2 |
163.50 |
163.50 |
162.73 |
|
R1 |
163.00 |
163.00 |
162.61 |
163.25 |
PP |
162.17 |
162.17 |
162.17 |
162.30 |
S1 |
161.67 |
161.67 |
162.37 |
161.92 |
S2 |
160.84 |
160.84 |
162.25 |
|
S3 |
159.51 |
160.34 |
162.12 |
|
S4 |
158.18 |
159.01 |
161.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
164.46 |
162.01 |
2.45 |
1.5% |
0.79 |
0.5% |
91% |
True |
False |
805,443 |
10 |
164.46 |
161.35 |
3.11 |
1.9% |
0.75 |
0.5% |
93% |
True |
False |
835,775 |
20 |
164.46 |
161.31 |
3.15 |
1.9% |
0.77 |
0.5% |
93% |
True |
False |
804,043 |
40 |
164.94 |
161.19 |
3.75 |
2.3% |
0.77 |
0.5% |
81% |
False |
False |
657,089 |
60 |
164.94 |
159.91 |
5.03 |
3.1% |
0.86 |
0.5% |
86% |
False |
False |
576,099 |
80 |
166.84 |
159.91 |
6.93 |
4.2% |
0.86 |
0.5% |
62% |
False |
False |
436,567 |
100 |
168.93 |
159.91 |
9.02 |
5.5% |
0.82 |
0.5% |
48% |
False |
False |
350,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
166.54 |
2.618 |
165.74 |
1.618 |
165.25 |
1.000 |
164.95 |
0.618 |
164.76 |
HIGH |
164.46 |
0.618 |
164.27 |
0.500 |
164.22 |
0.382 |
164.16 |
LOW |
163.97 |
0.618 |
163.67 |
1.000 |
163.48 |
1.618 |
163.18 |
2.618 |
162.69 |
4.250 |
161.89 |
|
|
Fisher Pivots for day following 09-Feb-2017 |
Pivot |
1 day |
3 day |
R1 |
164.23 |
164.06 |
PP |
164.22 |
163.89 |
S1 |
164.22 |
163.72 |
|